Optimization Theory and Methods

Nonlinear Programming
 HC runder Rücken kaschiert
ISBN-13:
9780387249759
Veröffentl:
2006
Einband:
HC runder Rücken kaschiert
Erscheinungsdatum:
24.05.2006
Seiten:
700
Autor:
Ya-Xiang Yuan
Gewicht:
1203 g
Format:
241x160x42 mm
Serie:
1, Springer Optimization and Its Applications
Sprache:
Englisch
Beschreibung:

Optimization Theory and Methods can be used as a textbook for an optimization course for graduates and senior undergraduates. It is the result of the author's teaching and research over the past decade. It describes optimization theory and several powerful methods. For most methods, the book discusses an ideäs motivation, studies the derivation, establishes the global and local convergence, describes algorithmic steps, and discusses the numerical performance.
This book, a result of the authors' teaching and research experience in various universities and institutes over the past ten years, can be used as a textbook for an optimization course for graduates and senior undergraduates. It systematically describes optimization theory and several powerful methods, including recent results. For most methods, the authors discuss an idea's motivation, study the derivation, establish the global and local convergence, describe algorithmic steps, and discuss the numerical performance. The book deals with both theory and algorithms of optimization concurrently. It also contains an extensive bibliography. Finally, apart from its use for teaching, Optimization Theory and Methods will be very useful as a research reference.
Line Search.- Newton's Methods.- Conjugate Gradient Method.- Quasi-Newton Methods.- Trust-Region Methods and Conic Model Methods.- Solving Nonlinear Least-Squares Problems.- Theory of Constrained Optimization.- Quadratic Programming.- Penalty Function Methods.- Feasible Direction Methods.- Sequential Quadratic Programming.- Trust-Region Methods for Constrained Problems.- Nonsmooth Optimization.

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